Legacy COT report
Commercial vs Non-commercial (speculative) positions. The most widely followed COT report. Shows how hedgers and speculators are positioned across 500+ futures markets. Weekly data, Tuesday release. When speculators are extreme net long/short, it's a contrarian reversal signal. Set combined=true for Futures + Options report (default Futures-Only).
Query parameters
Filter by market name (e.g. CRUDE OIL, GOLD, S&P 500, BITCOIN)
Filter by market name (e.g. CRUDE OIL, GOLD, S&P 500, BITCOIN)
True = Combined (Futures + Options); False (default) = Futures-Only.
True = Combined (Futures + Options); False (default) = Futures-Only.
Max records (raise with a market filter to pull full history)
Max records (raise with a market filter to pull full history)
Inclusive report-date lower bound, ISO YYYY-MM-DD.
Inclusive report-date lower bound, ISO YYYY-MM-DD.
Inclusive report-date upper bound, ISO YYYY-MM-DD.
Inclusive report-date upper bound, ISO YYYY-MM-DD.
Response
Legacy COT positions by commercial and non-commercial trader category.
Example response
{
"meta": {
"endpoint": "/api/v1/fred/us/cpi",
"data_time": "2026-04-16T14:30:00Z",
"response_time": "2026-04-16T14:30:12Z",
"provider": "Sugra API v1.0.1",
"source": "sugra_crypto",
"attribution": "Short interest and Reg SHO daily short volume data is owned by and sourced from FINRA (Financial Industry Regulatory Authority).",
"fallback_chain": [
"sugra_crypto",
"sugra_finance"
]
}
}